Level Select
At the title screen were it says press start press Left, Up, X, Up, Right, Y
There will be a flash then when you start a new game there will be a list
of levels.
New Fireworks option
After you beat the game, go to options and select the new option called Fireworks.
Gameshark Codes
Tons o' Cash E58712CA0000FFFF
Infinite Health
At the title screen, press L + R + Y + A + Left (on the analog stick).